CME Pit-Traded Corn Future March 2013


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 787-4 766-4 -21-0 -2.7% 804-2
High 788-0 766-4 -21-4 -2.7% 804-2
Low 785-0 752-0 -33-0 -4.2% 770-2
Close 786-0 752-4 -33-4 -4.3% 786-0
Range 3-0 14-4 11-4 383.3% 34-0
ATR 11-1 12-6 1-5 14.7% 0-0
Volume 21,468 31,022 9,554 44.5% 171,587
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 800-4 791-0 760-4
R3 786-0 776-4 756-4
R2 771-4 771-4 755-1
R1 762-0 762-0 753-7 759-4
PP 757-0 757-0 757-0 755-6
S1 747-4 747-4 751-1 745-0
S2 742-4 742-4 749-7
S3 728-0 733-0 748-4
S4 713-4 718-4 744-4
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 888-7 871-3 804-6
R3 854-7 837-3 795-3
R2 820-7 820-7 792-2
R1 803-3 803-3 789-1 795-1
PP 786-7 786-7 786-7 782-6
S1 769-3 769-3 782-7 761-1
S2 752-7 752-7 779-6
S3 718-7 735-3 776-5
S4 684-7 701-3 767-2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 788-0 752-0 36-0 4.8% 6-6 0.9% 1% False True 35,985
10 815-0 752-0 63-0 8.4% 8-5 1.2% 1% False True 31,241
20 838-0 752-0 86-0 11.4% 7-0 0.9% 1% False True 25,933
40 838-0 737-0 101-0 13.4% 7-6 1.0% 15% False False 24,115
60 838-0 564-4 273-4 36.3% 8-4 1.1% 69% False False 24,266
80 838-0 518-4 319-4 42.5% 7-3 1.0% 73% False False 21,118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 828-1
2.618 804-4
1.618 790-0
1.000 781-0
0.618 775-4
HIGH 766-4
0.618 761-0
0.500 759-2
0.382 757-4
LOW 752-0
0.618 743-0
1.000 737-4
1.618 728-4
2.618 714-0
4.250 690-3
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 759-2 770-0
PP 757-0 764-1
S1 754-6 758-3

These figures are updated between 7pm and 10pm EST after a trading day.

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